We implemented a web extension specifically to allow this. It basically worked by giving the user a warning that they would be tracked if they proceeded, then g

We implemented a web extension specifically to allow this. It basically worked by giving the user a warning that they would be tracked if they proceeded, then gave them a button to proceed anyway. This was a top feature request for our first year of business, driven mostly by our users' wives. It was actually a pretty tricky bit of technology to build, as it had to work not only for the original link, but all of the associated trackers which were triggered by the event (otherwise the ad might not load).